Yah, rune bow/xbow are the only ones that make arrows. I remember I had to swap, make arrows, then put my Fury xbow back on. Now I have ToSH xbow. If you can, work on RT set skill, "create tendrils". That's what I use, makes arrows that are much better than rune bow/xbow and with the "titles" addon and a short script you can swap the setskill in, make arrows, and swap back to another setskill, all in one hotbar button click. The vendor arrows, lvl72 I think, are slightly better (more dmg) than the tendrils, but I hate keeping my backpack full of arrows, so I don't use those... if I really cared that much about DPS, I'd reroll rogue or gear my war side